+22.4%
LHX vs LSCC
+85.6%
-63.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.3% |
| 7D | -2.5% | +5.2% | -7.7% | -2.7% |
| 30D | -10.4% | -9.6% | -0.7% | -10.1% |
| 3M | -14.9% | -17.8% | +2.8% | -14.5% |
| 6M | -29.6% | +37.4% | -67.1% | -31.2% |
| YTD | -11.8% | +59.7% | -71.5% | -14.5% |
| 1Y | -5.1% | +76.2% | -81.3% | -8.4% |
| 3Y | +61.3% | +28.2% | +33.1% | +55.1% |
| 5Y | +22.4% | +87.2% | -64.8% | +15.4% |
| All | +22.4% | +85.6% | -63.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling